+155.8%
EXC vs MRSH
+218.8%
-63.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -1.1% | -4.8% | +3.7% | +1.4% |
| 30D | -3.6% | -6.3% | +2.7% | -0.4% |
| 3M | -4.3% | +5.8% | -10.1% | -7.6% |
| 6M | -9.9% | +2.8% | -12.7% | -12.3% |
| YTD | +1.8% | -3.1% | +4.9% | +1.7% |
| 1Y | +2.9% | -11.3% | +14.1% | +7.6% |
| 3Y | +19.1% | -5.0% | +24.1% | +18.2% |
| 5Y | +44.8% | +19.2% | +25.7% | +22.5% |
| All | +155.8% | +218.8% | -63.0% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MRSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling